Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49360.14 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45299.56 Kr¶

PnL: ---------------------------------------> 243.56 Kr¶

DD now: ---------------------------------> -7.079 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 10:33:48.876949'

Anic Portfolio¶

Today¶

Return: -0.721 %¶

This Week¶

Return: 0.116 %¶

Total portfolio value¶

Return including deposits: 61.592 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.040000 1666.980000 197.980000 13.480000 1468.999998
Orrön Energy 180 -0.530000 2190.600000 147.600000 7.220000 2043.000000
Sedana Medical 93 -2.660000 2590.980000 69.980000 2.780000 2521.000011
Atrium Ljungberg B 5 -0.350000 991.500000 56.500000 6.040000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hexatronic Group 12 0.550000 1007.280000 40.280000 4.170000 966.999996
OX2 13 3.200000 985.400000 35.400000 3.730000 949.999999
Sagax B 4 -0.980000 888.400000 34.400000 4.030000 854.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
Hoist Finance 35 -0.340000 1013.250000 33.250000 3.390000 980.000000
Catena 2 -1.720000 824.400000 32.400000 4.090000 792.000000
JM 6 -0.730000 895.800000 31.800000 3.680000 864.000000
Bilia A 8 0.170000 917.600000 17.600000 1.960000 900.000000
VEF 909 -2.190000 1867.090000 17.090000 0.920000 1850.000436
HEXPOL B 9 0.790000 1035.900000 14.900000 1.460000 1020.999996
Gränges 9 -0.100000 941.400000 13.400000 1.440000 927.999999
Biotage 7 -0.510000 952.700000 11.700000 1.240000 940.999997
BioGaia B 8 -1.010000 940.800000 10.800000 1.160000 930.000000
Byggmax Group 33 -1.360000 960.300000 4.300000 0.450000 956.000001
AcadeMedia 8 -0.890000 402.800000 0.800000 0.200000 402.000000
Clas Ohlson B 12 -1.220000 972.000000 -1.000000 -0.100000 972.999996
ASSA ABLOY B 3 -0.730000 774.000000 -5.000000 -0.640000 779.000001
EQT 4 -1.390000 824.800000 -7.200000 -0.870000 832.000000
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
SKF B 5 -0.030000 918.000000 -22.000000 -2.340000 940.000000
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Addnode Group B 11 -0.550000 897.050000 -23.950000 -2.600000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Indutrade 5 -0.500000 1184.000000 -34.000000 -2.790000 1218.000000
Vitec Software Group B 2 -1.890000 1039.000000 -48.000000 -4.420000 1087.000000
Latour B 4 -0.930000 808.400000 -48.600000 -5.670000 857.000000
Bufab 3 -1.090000 1039.200000 -69.800000 -6.290000 1109.000001
Hexagon B 26 -1.780000 3372.200000 -88.800000 -2.570000 3461.000010
BHG Group 97 -1.050000 1366.730000 -92.270000 -6.320000 1458.999989
INVISIO 16 -0.660000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 45299.560000 243.560000 -7.07866% 45056.000411

Updated:¶

'2023-07-05 10:34:05.875146'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶